I read through your story and here are the things that jumped out to me:
1) The opening is plot exposition. Right off the bat, you’re starting with plot exposition, and a lot of fancy names, which is usually a bad idea. Often, this information can be worked in later in the story. That said, you could easily make the opening work as it is, this isn’t a big deal. EDIT: Ooh, never mind, we have a parallel plotline here. Nice.
2) Strong sentence structure. You seem to have a firm grasp of what is easy to read and what isn’t. The writing flows pretty easily from one sentence to the next, and I’m not having any trouble working out your meaning. Kudos!
3) Strong styllistic tone. The main character has a strong distinctive voice from early on, which is a big help pulling the reader in.
4) Well-paced worldbuilding. You're not infodumping, and you're not starving the reader for information. You have a good balance of action vs. information here, leaving the reader wanting to learn more about the world and the context of the religious conflict.
5) What’s the format of this story? At first I assumed it was cave of time, but the rebranching in a few places leads me to think it’s a gauntlet type. What plans do you have for different endings and giving the player control over the story?
6) How long do you plan this to be?
Personal nitpicks:
-Eh, all the pointless violence isn't really my thing. Violence is most effective when it means something in context, and the only real purpose I see to the various executions in this section is to demonstrate how ruthless/fanatical the narrator is. Though that might be important to do, it's hard to say without seeing the complete work.
Overall, I’m interested, this is really quite good. This is definately the strongest thing I’ve seen posted on this section of the forum since joining the site. The religious conflict is intriguing, and the tense situation quickly pulls the reader in. You’ve done a good job with this so far, and I’d be interested in reading the rest when you finish it. Also, it's refreshing to write one of these reviews where the feedback is mostly positive. I genuinely don't have too much to say, other than "keep up the good work".
Obviously I can only give so much feedback on your plot, characters, and world without knowing what direction you want the plot to go in. If this was a complete work, I'd probably have a better time identifying your strengths and weaknesses there. But what you have so far in terms of writing style and structure is fairly strong.